+117.0%
TT vs NTRA
+510.2%
-393.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.7% |
| 7D | +1.4% | +1.6% | -0.2% | +1.2% |
| 30D | -6.7% | +3.8% | -10.4% | -7.2% |
| 3M | -5.4% | +48.2% | -53.7% | -11.1% |
| 6M | +4.4% | +61.0% | -56.6% | -3.7% |
| YTD | +14.9% | +44.2% | -29.3% | +7.4% |
| 1Y | +9.3% | +87.3% | -78.0% | -2.8% |
| All | +117.0% | +510.2% | -393.2% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NTRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling